I normally shoot a 1911 with a high, thumbs-forward grip with my right thumb riding the safety. I shoot the best with this grip, and disengaging the safety when drawing my 1911 is second nature. However, this presents a problem with most compact semi autos, because by thumb prevents the slide lock from engaging the slide after the last round in the mag. I've tried different thumb positions, but the slide still does not reliably lock.

I recently got a Sig P239 to carry when my 1911 would be too uncomfortable. Obviously, the slide not locking is a major issue. I am not willing to give up the Sig, because it fits my hand better than any firearm made, and I shoot extremely well with it. I thought about cutting off the thumb lever area of the slide lock, leaving only the part that engages the slide. I would lose the ability to release the slide with one hand, but the slide would reliably lock back.

Is slide locking even that important on a carry gun? If I ever had to use it, I would probably not need an uber quick mag change. I'd still like the ability though. Any ideas?

Looking from the outside in.  You already know what your problem is and that is your grip.  If I were you, I would either practice properly for the Sig, or just carry the 1911, as that is what you are used to.

I personally wouldn't modify the gun to omit the manual slide stop feature, but there really is no technical or mechanical reason to not disable it.  It's not like disabling a safety interlock or anything.

i like it more for range use and safety at home than anything else.  i used to have a sig p232 which has no external slide stop and you had to insert an empty mag to get it to engage.  that was a pain when trying to clear a jam.  and to me that is reason enough to have one on your pistol.

Since the Sig has no thumb safety I would modify my grip to fit the gun, not the other way aroud. I alternate between a 1911 and an H&K P7, and both pistols need a different grip.

i have the same problem as you while firing my walther p99.  i have to modify my grip on it now.  bummer.